HIPS / pgmult
Dependent multinomials made easy: stick-breaking with the Pólya-gamma augmentation
☆61Updated 4 years ago
Alternatives and similar repositories for pgmult:
Users that are interested in pgmult are comparing it to the libraries listed below
- Fast C code for sampling Polya-gamma random variates. Builds on Jesse Windle's BayesLogit library.☆82Updated 4 years ago
- ☆153Updated 5 years ago
- NumPy implementation of infinite latent feature model (aka Indian Buffet Process or IBP)☆49Updated 6 years ago
- Variational Fourier Features☆83Updated 3 years ago
- Collapsed Variational Bayes☆68Updated 5 years ago
- General Latent Feature Modeling for Heterogeneous data☆48Updated 10 months ago
- ☆29Updated 7 years ago
- Dirichlet Process Mixture using PVI, SMC, Variational☆15Updated 10 years ago
- Library of common tools for machine learning research.☆40Updated 7 years ago
- Deep exponential families (DEFs)☆55Updated 6 years ago
- Fastidious accounting of entropy streams into and out of optimization and sampling algorithms.☆32Updated 8 years ago
- Reweighted Expectation Maximization☆29Updated 5 years ago
- My PhD Thesis☆22Updated 8 years ago
- Poisson-Gamma dynamical systems☆16Updated 8 years ago
- Recognizing and exploiting conjugacy without a domain-specific language☆36Updated 5 years ago
- Implementation of an algorithm for Markov chain Monte Carlo with data subsampling☆32Updated 8 years ago
- ☆93Updated 6 years ago
- Clustering time series using Gaussian processes and Variational Bayes.☆39Updated 4 years ago
- Python implementation of projection losses.☆25Updated 5 years ago
- Generalized Dynamic Topic Models using Gaussian Processes☆18Updated 6 years ago
- Reference implementation of variational sequential Monte Carlo proposed by Naesseth et al. "Variational Sequential Monte Carlo" (2018)☆64Updated 5 years ago
- Dirichlet process mixture model.☆26Updated 10 years ago
- Pareto smoothed importance sampling (PSIS) and PSIS leave-one-out cross-validation for Python and Matlab/Octave☆75Updated 10 months ago
- Reducing Reparameterization Gradient Variance code.☆33Updated 7 years ago
- Exponential family embeddings (Poisson or Bernoulli) for discrete data☆32Updated 5 years ago
- This implements variational inference for the correlated topic model.☆21Updated 10 years ago
- Experiments of amortized stein variational gradient☆16Updated 7 years ago
- Black box variational inference for state space models☆1Updated 8 years ago
- This is code associated with the paper: Broderick, T, Boyd, N, Wibisono, A, Wilson, AC, and Jordan, MI. Streaming variational Bayes. Neur…☆41Updated 10 years ago
- ☆11Updated last year